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Variable Coefficient Std. Error t-Statistic Prob.
AR(1) -0.638425 0.088741 -7.194247 0.0000
SAR(12) -0.562117 0.080833 -6.954026 0.0000
MA(2) -0.287464 0.090561 -3.174251 0.0019
SMA(12) -0.852667 0.040062 -21.28357 0.0000
R-squared 0.825755 Mean dependent var 0.012397
Adjusted R-squared 0.821288 S.D. dependent var 1.551965
S.E. of regression 0.656084 Akaike info criterion 2.027442
Sum squared resid 50.36214 Schwarz criterion 2.119865
Log likelihood -118.6602 F-statistic 184.8234
Durbin-Watson stat 2.265977 Prob(F-statistic) 0.000000
Inverted AR Roots .92+.25i .92 -.25i .67+.67i .67 -.67i
.25 -.92i .25+.92i -.25 -.92i -.25+.92i
-.64 -.67 -.67i -.67 -.67i -.92+.25i
-.92 -.25i
Inverted MA Roots .99 .85+.49i .85 -.49i .54
.49+.85i .49 -.85i -.00 -.99i -.00+.99i
-.49 -.85i -.49+.85i -.54 -.85+.49i
-.85 -.49i -.99
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